position.rb in iron_warbler-2.0.7.20

- old
+ new

@@ -2,47 +2,63 @@
 class Iro::Position
   include Mongoid::Document
   include Mongoid::Timestamps
   store_in collection: 'iro_positions'
 
+  attr_accessor :gain_loss_amount
+
   STATUS_ACTIVE   = 'active'
   STATUS_PROPOSED = 'proposed'
   STATUSES = [ nil, 'active', 'inactive', 'proposed' ]
   field :status
   validates :status, presence: true
   scope :active, ->{ where( status: 'active' ) }
 
   belongs_to :purse,    class_name: 'Iro::Purse',    inverse_of: :positions
+  index({ purse_id: 1, ticker: 1 })
+
+  belongs_to :stock,   class_name: 'Iro::Stock',    inverse_of: :positions
+  def ticker
+    stock&.ticker || '-'
+  end
+
   belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
 
-  field :ticker
-  validates :ticker, presence: true
-  index({ purse_id: 1, ticker: 1 })
+  # field :ticker
+  # validates :ticker, presence: true
 
-  KINDS = [ nil, 'covered_call', 'credit_put_spread', 'credit_call_spread' ]
-  field :kind
+  field     :outer_strike, type: :float
+  # validates :outer_strike, presence: true
 
-  field :strike, type: :float
-  validates :strike, presence: true
+  field     :inner_strike, type: :float
+  validates :inner_strike, presence: true
 
   field :expires_on
   validates :expires_on, presence: true
 
   field :quantity, type: :integer
   validates :quantity, presence: true
+  def q; quantity; end
 
   field :begin_on
-  field :begin_price, type: :float
-  field :begin_delta, type: :float
+  field :begin_outer_price, type: :float
+  field :begin_outer_delta, type: :float
 
+  field :begin_inner_price, type: :float
+  field :begin_inner_delta, type: :float
+
   field :end_on
-  field :end_price, type: :float
-  field :end_delta, type: :float
+  field :end_outer_price, type: :float
+  field :end_outer_delta, type: :float
 
-  field :net_amount
-  field :net_percent
+  field :end_inner_price, type: :float
+  field :end_inner_delta, type: :float
 
+  def breakeven
+    inner_strike - begin_outer_price + begin_inner_price
+  end
+
   def current_underlying_strike
     Iro::Stock.find_by( ticker: ticker ).last
   end
 
   def refresh
@@ -57,18 +73,35 @@
       end_price: out[:last],
     })
     print '_'
   end
 
+  def net_percent
+    net_amount / max_gain
+  end
+  def net_amount # each
+    strategy.send("net_amount_#{strategy.kind}", self)
+  end
+  def max_gain # each
+    strategy.send("max_gain_#{strategy.kind}", self)
+  end
+  def max_loss # each
+    strategy.send("max_loss_#{strategy.kind}", self)
+  end
 
+
   field :next_delta, type: :float
   field :next_outcome, type: :float
   field :next_symbol
   field :next_mark
   field :next_reasons, type: :array, default: []
   field :should_rollp, type: :float
 
+  ##
+  ## decisions
+  ##
+
   def should_roll?
     puts! 'shold_roll?'
 
     update({
       next_reasons: [],
@@ -81,11 +114,11 @@
     elsif can_roll?
 
       if end_delta < strategy.threshold_delta
         next_reasons.push "delta is lower than threshold"
         out = 0.91
-      elsif 1 - end_price/begin_price > strategy.threshold_netp
+      elsif 1 - end_outer_price/begin_outer_price > strategy.threshold_netp
         next_reasons.push "made enough percent profit (dubious)"
         out = 0.61
       else
         next_reasons.push "neutral"
         out = 0.33
@@ -217,6 +250,14 @@
       out = out - 1.day
     end
     return out
   end
 
+  def to_s
+    out = "#{stock} (#{q}) #{expires_on.to_datetime.strftime('%b %d')} #{strategy.kind_short} ["
+    if outer_strike
+      out = out + "$#{outer_strike}->"
+    end
+    out = out + "$#{inner_strike}] "
+    return out
+  end
 end